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Option Pricing Without Tears: Valuing Equity-Linked Death Benefits
Option Pricing Without Tears: Valuing Equity-Linked Death Benefits This presentation shows that, if the options or guarantees are exercisable only at the moment of death of the policyholder, the ...- Authors: Elias Shiu, Hans U Gerber, Hailiang Yang
- Date: Feb 2014
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Drawing Appropriate Statistical Inferences
Drawing Appropriate Statistical Inferences 2003 Valuation Actuary Symposium, San Diego, CA. In this Teaching Session the instructor discussed the importance of making sure the correct ...- Authors: Douglas Robbins
- Date: Sep 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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Risk-Based Capital
Risk-Based Capital 2003 Valuation Actuary Symposium, San Diego, CA. This panel discussion provided an overview of the current risk-based capital RBC requirements for life insurers as well as ...- Authors: Robert G Meilander, Arnold N Greenspoon, Charles Dana Tatro
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
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Calibration of a Regime-Switching Interest Rate Model
Calibration of a Regime-Switching Interest Rate Model This presentation illustrates a calibration model against 60 years of historical data using a pragmatic mixture of filtering, maximum ...- Authors: James Bridgeman
- Date: Feb 2014
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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A Cautionary Note on Pricing Longevity Index Swaps
A Cautionary Note on Pricing Longevity Index Swaps In December 2007, Goldman Sachs launched a product called QxX index swap, which is designed to allow market participants to hedge or gain ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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Session 174: R 101: Available Actuarial Packages & Creating Reproducible Actuarial Analyses
Session 174: R 101: Available Actuarial Packages & Creating Reproducible Actuarial Analyses The session offers high-level initial steps to get started using R, as well as a list of helpful ...- Authors: Nicholas Hanewinckel, Matthew Zhang, Hadrien Dykiel, Ron Curran
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Session 16: B/I - Multivariate Feature Engineering: Beyond Simple Data Preparation
Session 16: B/I - Multivariate Feature Engineering: Beyond Simple Data Preparation Basic feature engineering uses input data to create dummy variables, log transforms, and other single-value ...- Authors: Jeff T Heaton, Qichun Xu
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Data mining
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Practitioners' Forum
Practitioners' Forum 1996 Valuation Actuary Symposium. In this practitioners' forum the participants discussed interest rate scenarios that are used in cash-flow testing, what ...- Authors: Errol Cramer, James Hohmann, W. Michael Pressley, Stephen A J Sedlak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Practical and Theoretical Considerations in Strengthening Reserves Based on Cash-Flow Testing
Practical and Theoretical Considerations in Strengthening Reserves Based on Cash-Flow Testing 1997 Valuation Actuary Symposium, Session 3 looks at considerations in strengthening reserves as a ...- Authors: Sue Collins, Edward Robbins, Stephen A J Sedlak, Vincent Zink
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Modeling & Statistical Methods
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State-of-the-Art Risk Management System and Application
State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston Meeting discusses constructing and using a comprehensive, credible risk management system with a ...- Authors: Brian Trust, Douglas A George
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models